JMHLY vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Jardine Matheson Holdings Ltd PK (JMHLY) and S&P 500 Index (^GSPC).

Performance

JMHLY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jardine Matheson Holdings Ltd PK (JMHLY) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

JMHLY vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JMHLY Jardine Matheson Holdings Ltd PK	11.36%	75.14%	5.58%	-14.91%	-4.53%	0.90%	5.44%	-17.89%	16.46%	12.65%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, JMHLY achieves a 11.36% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, JMHLY has underperformed ^GSPC with an annualized return of 6.61%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

JMHLY

• 1D: 3.28%
• 1M: -3.15%
• YTD: 11.36%
• 6M: 20.24%
• 1Y: 76.76%
• 3Y*: 20.70%
• 5Y*: 7.13%
• 10Y*: 6.61%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

JMHLY vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JMHLY

JMHLY Risk / Return Rank: 92
JMHLY Sharpe Ratio Rank: 92
JMHLY Sortino Ratio Rank: 91
JMHLY Omega Ratio Rank: 89
JMHLY Calmar Ratio Rank: 95
JMHLY Martin Ratio Rank: 96

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JMHLY vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jardine Matheson Holdings Ltd PK (JMHLY) and S&P 500 Index (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	JMHLY	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	2.27	0.92	+1.36
Sortino ratio Return per unit of downside risk	3.03	1.41	+1.62
Omega ratio Gain probability vs. loss probability	1.39	1.21	+0.17
Calmar ratio Return relative to maximum drawdown	5.98	1.41	+4.57
Martin ratio Return relative to average drawdown	18.82	6.61	+12.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JMHLY vs. ^GSPC - Sharpe Ratio Comparison

The current JMHLY Sharpe Ratio is 2.27, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of JMHLY and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JMHLY	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.27	0.92	+1.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	0.61	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	0.68	-0.42
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.46	-0.16

Correlation

The correlation between JMHLY and ^GSPC is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

JMHLY vs. ^GSPC - Drawdown Comparison

The maximum JMHLY drawdown since its inception was -57.39%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for JMHLY and ^GSPC.

Drawdown Indicators

	JMHLY	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-57.39%	-56.78%	-0.61%
Max Drawdown (1Y) Largest decline over 1 year	-12.86%	-12.14%	-0.72%
Max Drawdown (5Y) Largest decline over 5 years	-41.36%	-25.43%	-15.93%
Max Drawdown (10Y) Largest decline over 10 years	-43.95%	-33.92%	-10.03%
Current Drawdown Current decline from peak	-7.52%	-5.78%	-1.74%
Average Drawdown Average peak-to-trough decline	-15.02%	-10.75%	-4.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.41%	2.60%	+1.81%

Volatility

JMHLY vs. ^GSPC - Volatility Comparison

Jardine Matheson Holdings Ltd PK (JMHLY) has a higher volatility of 16.82% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that JMHLY's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JMHLY	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.82%	5.37%	+11.45%
Volatility (6M) Calculated over the trailing 6-month period	26.48%	9.55%	+16.93%
Volatility (1Y) Calculated over the trailing 1-year period	34.09%	18.33%	+15.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.42%	16.90%	+8.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.74%	18.05%	+7.69%